Air Canada Coefficient Of Variation

AC Stock  CAD 17.34  -0.14  -0.80%   
The Coefficient Of Variation calculation for Air Canada draws on price and volume history. Each data point is derived from standardized price and volume feeds. Air Canada has a market cap of 5.14 B, operating margin of 3.03%, ROE of 25.87%. See Trending Equities for additional portfolio context. The view frames allocation within the broader portfolio. Portfolio data reflects current holdings and their weights. The allocation shows a weighting toward Air Canada. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.
Air Canada has current Coefficient Of Variation of -3,217. Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as the variation coefficient or simply unitized risk. The absolute value of the Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.

Coefficient Of Variation

 = 

STD

ER

 = 
-3,217
ER = Expected return on investing in Air Canada
STD =   Standard Deviation of returns on Air Canada

Coefficient Of Variation Peers Comparison

Coefficient Of Variation Relative To Other Indicators

Air Canada is rated below average in coefficient of variation compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
CV is the measure of price and return dispersion, sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as a percentage, in which case the CV is multiplied by 100. Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices, and the more riskier is the asset. Compare Air Canada to Peers

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